getStockSRClosingMarks
getStockSRClosingMarks records are created immediately after the market close, when exchanges publish official marks. These records contain closing quotes and prices. Historical data available through 1/1/2016.
| Order | Data Name | Description | Data Type | Comments |
|---|---|---|---|---|
| 1 | ticker_ts* | Ticker source | enum | ('None','SR','NMS','CME','ICE','CFE','CBOT','TD','NYMEX','COM EX','RUT','CBOE','ISE','ARCA','NYSE','OTC','GDAX','BSTAMP','KRAKEN','TST','USR1','USR2','USR3','NSDQ','MFQS','PHLX','MIAX') |
| 2 | ticker_tk* | Ticker | varchar(12) | |
| 3 | clsMarkState* | Close mark state. None; LastPrt; SRClose; ExchClose; Final | enum | ('None','LastPrt','SRClose','ExchClose','Final') |
| 4 | opnPrc* | Open price | float | |
| 5 | minPrc* | Low price | float | |
| 6 | maxPrc* | High price | float | |
| 7 | sharesOutstanding* | Shares outstanding | int(11) | |
| 8 | prtCount* | Print count | int(11) | |
| 9 | prtVolume* | Print volume | int(11) | |
| 10 | avgMktSize* | Average market size | float | |
| 11 | avgMktWidth* | Average market width | float | |
| 12 | bidPrc* | Bid price (close - 1min) | float | |
| 13 | askPrc* | Ask price (close - 1min) | float | |
| 14 | srClsPrc* | SR close mark (close - 1min) | float | |
| 15 | closePrc* | Official exchange closing mark (last print;then official close) | float | |
| 16 | timestamp* | YYYY-MM-DD HH:mm:ss | datetime |
About the Vendor
SpiderRock is a technology provider that creates and deploys some of the most innovative algorithmic execution and risk management solutions commercially available to service large hedge funds, bank trading desks and proprietary trading firms around the world. The platform is a high-performance, cloud-based trading system empowering institutional clients with tools to construct, manage, and scale equity, futures and option strategies.
SpiderRock is also a market data vendor specializing in low latency data and analytics services. In addition, they offer electronic execution and market access services via SpiderRock EXS, an agency broker dealer regulated by FINRA and NFA.